CIRJE-F-324 | "Comparison of Discrimination Methods for High Dimensional Data" |
Author Name | Srivastava M. S. and Tatsuya Kubokawa |
Date | March 2005 |
Full Paper | @ |
Remarks | Subsequently published in Journal of the Japan Statistical Society, 37, 123-134, 2007. |
Abstract |
In microarray experiments, the dimension p of the data is very large but there are only few observations N on the subjects/patients. In this article, the problem of classifying a subject into one of the two groups, when p is large, is considered. Three procedures based on Moore-Penrose inverse of the sample covariance matrix and an empirical Bayes estimate of the precision matrix are proposed and compared with the DLDA procedure. |